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185 lines
4.5 KiB
Go
185 lines
4.5 KiB
Go
// Copyright (C) 2016 Space Monkey, Inc.
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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//
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// WARNING: THE NON-M4 VERSIONS OF THIS FILE ARE GENERATED BY GO GENERATE!
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// ONLY MAKE CHANGES TO THE M4 FILE
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//
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package monkit
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import (
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"sort"
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)
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// FloatDist keeps statistics about values such as
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// low/high/recent/average/quantiles. Not threadsafe. Construct with
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// NewFloatDist(). Fields are expected to be read from but not written to.
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type FloatDist struct {
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// Low and High are the lowest and highest values observed since
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// construction or the last reset.
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Low, High float64
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// Recent is the last observed value.
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Recent float64
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// Count is the number of observed values since construction or the last
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// reset.
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Count int64
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// Sum is the sum of all the observed values since construction or the last
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// reset.
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Sum float64
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key SeriesKey
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reservoir [ReservoirSize]float32
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rng xorshift128
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sorted bool
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}
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func initFloatDist(v *FloatDist, key SeriesKey) {
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v.key = key
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v.rng = newXORShift128()
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}
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// NewFloatDist creates a distribution of float64s.
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func NewFloatDist(key SeriesKey) (d *FloatDist) {
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d = &FloatDist{}
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initFloatDist(d, key)
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return d
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}
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// Insert adds a value to the distribution, updating appropriate values.
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func (d *FloatDist) Insert(val float64) {
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if d.Count != 0 {
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if val < d.Low {
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d.Low = val
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}
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if val > d.High {
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d.High = val
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}
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} else {
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d.Low = val
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d.High = val
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}
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d.Recent = val
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d.Sum += val
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index := d.Count
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d.Count += 1
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if index < ReservoirSize {
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d.reservoir[index] = float32(val)
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d.sorted = false
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} else {
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window := d.Count
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// careful, the capitalization of Window is important
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if Window > 0 && window > Window {
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window = Window
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}
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// fast, but kind of biased. probably okay
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j := d.rng.Uint64() % uint64(window)
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if j < ReservoirSize {
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d.reservoir[int(j)] = float32(val)
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d.sorted = false
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}
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}
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}
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// FullAverage calculates and returns the average of all inserted values.
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func (d *FloatDist) FullAverage() float64 {
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if d.Count > 0 {
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return d.Sum / float64(d.Count)
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}
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return 0
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}
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// ReservoirAverage calculates the average of the current reservoir.
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func (d *FloatDist) ReservoirAverage() float64 {
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amount := ReservoirSize
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if d.Count < int64(amount) {
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amount = int(d.Count)
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}
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if amount <= 0 {
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return 0
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}
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var sum float32
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for i := 0; i < amount; i++ {
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sum += d.reservoir[i]
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}
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return float64(sum / float32(amount))
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}
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// Query will return the approximate value at the given quantile from the
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// reservoir, where 0 <= quantile <= 1.
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func (d *FloatDist) Query(quantile float64) float64 {
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rlen := int(ReservoirSize)
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if int64(rlen) > d.Count {
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rlen = int(d.Count)
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}
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if rlen < 2 {
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return float64(d.reservoir[0])
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}
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reservoir := d.reservoir[:rlen]
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if !d.sorted {
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sort.Sort(float32Slice(reservoir))
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d.sorted = true
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}
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if quantile <= 0 {
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return float64(reservoir[0])
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}
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if quantile >= 1 {
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return float64(reservoir[rlen-1])
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}
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idx_float := quantile * float64(rlen-1)
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idx := int(idx_float)
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diff := idx_float - float64(idx)
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prior := float64(reservoir[idx])
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return float64(prior + diff*(float64(reservoir[idx+1])-prior))
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}
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// Copy returns a full copy of the entire distribution.
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func (d *FloatDist) Copy() *FloatDist {
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cp := *d
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cp.rng = newXORShift128()
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return &cp
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}
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func (d *FloatDist) Reset() {
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d.Low, d.High, d.Recent, d.Count, d.Sum = 0, 0, 0, 0, 0
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// resetting count will reset the quantile reservoir
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}
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func (d *FloatDist) Stats(cb func(key SeriesKey, field string, val float64)) {
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count := d.Count
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cb(d.key, "count", float64(count))
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if count > 0 {
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cb(d.key, "sum", d.toFloat64(d.Sum))
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cb(d.key, "min", d.toFloat64(d.Low))
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cb(d.key, "avg", d.toFloat64(d.FullAverage()))
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cb(d.key, "max", d.toFloat64(d.High))
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cb(d.key, "rmin", d.toFloat64(d.Query(0)))
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cb(d.key, "ravg", d.toFloat64(d.ReservoirAverage()))
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cb(d.key, "r10", d.toFloat64(d.Query(.1)))
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cb(d.key, "r50", d.toFloat64(d.Query(.5)))
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cb(d.key, "r90", d.toFloat64(d.Query(.9)))
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cb(d.key, "rmax", d.toFloat64(d.Query(1)))
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cb(d.key, "recent", d.toFloat64(d.Recent))
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}
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}
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